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2013 Jan 15
0
e1071 SVM, cross-validation and overfitting
...he LIBSVM package, which provides cross-validation on training with the -v option % svm-train -v 5 ... This does 5 fold cross validation while building the model and avoids over-fitting. But I don't see how to accomplish that in the e1071 package. (I learned that svm(... cross=5 ...) only _tests_ using cross-validation -- it doesn't affect the training.) Can someone clue me in how to do something equivalent to LIBSVM's -v option? Thanks! - ff P.S.: My test case follows. If you run the code, the "tuned" output shows clear signs of over-fitting. I'd like to elimina...